For the Flames it's normally only when it's deserved. More often a support player will be the scapegoat, and normally with good reason (guys like Rene Bourque, Matt Stajan when he first came over, Tyler Bertuzzi, etc.). But the Flames' stars (the few they've had over the past decade that I've been watching) have thankfully been pretty good to the team and fans in terms of play on the ice and consistency - well, Iginla and guys like Cammalleri have been. Kiprusoff actually got an undeserved amount of hero worship while he was here, because while he was the single greatest reason for the '04 cup run, and he had a couple more elite seasons, he also had multiple disastrous seasons that many fans chose to blame the head coach for rather than his own year-to-year inconsistency.
Oh I guess there was Phaneuf, but he was pretty bad in his last couple of seasons with the Flames. And JBo got more flak than he deserved.